CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9859 |
0.0031 |
0.3% |
1.0087 |
| High |
0.9928 |
0.9877 |
-0.0051 |
-0.5% |
1.0100 |
| Low |
0.9820 |
0.9783 |
-0.0037 |
-0.4% |
0.9761 |
| Close |
0.9858 |
0.9819 |
-0.0039 |
-0.4% |
0.9858 |
| Range |
0.0108 |
0.0094 |
-0.0014 |
-13.0% |
0.0339 |
| ATR |
0.0153 |
0.0148 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
99,253 |
72,943 |
-26,310 |
-26.5% |
259,643 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0108 |
1.0058 |
0.9871 |
|
| R3 |
1.0014 |
0.9964 |
0.9845 |
|
| R2 |
0.9920 |
0.9920 |
0.9836 |
|
| R1 |
0.9870 |
0.9870 |
0.9828 |
0.9848 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9816 |
| S1 |
0.9776 |
0.9776 |
0.9810 |
0.9754 |
| S2 |
0.9732 |
0.9732 |
0.9802 |
|
| S3 |
0.9638 |
0.9682 |
0.9793 |
|
| S4 |
0.9544 |
0.9588 |
0.9767 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0730 |
1.0044 |
|
| R3 |
1.0584 |
1.0391 |
0.9951 |
|
| R2 |
1.0245 |
1.0245 |
0.9920 |
|
| R1 |
1.0052 |
1.0052 |
0.9889 |
0.9979 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9870 |
| S1 |
0.9713 |
0.9713 |
0.9827 |
0.9640 |
| S2 |
0.9567 |
0.9567 |
0.9796 |
|
| S3 |
0.9228 |
0.9374 |
0.9765 |
|
| S4 |
0.8889 |
0.9035 |
0.9672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0057 |
0.9761 |
0.0296 |
3.0% |
0.0134 |
1.4% |
20% |
False |
False |
62,971 |
| 10 |
1.0268 |
0.9761 |
0.0507 |
5.2% |
0.0140 |
1.4% |
11% |
False |
False |
36,419 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.3% |
0.0150 |
1.5% |
38% |
False |
False |
19,766 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.4% |
0.0142 |
1.4% |
27% |
False |
False |
9,960 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0137 |
1.4% |
44% |
False |
False |
6,661 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0112 |
1.1% |
44% |
False |
False |
4,999 |
| 100 |
1.0692 |
0.9233 |
0.1459 |
14.9% |
0.0090 |
0.9% |
40% |
False |
False |
4,000 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0075 |
0.8% |
40% |
False |
False |
3,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0123 |
|
1.618 |
1.0029 |
|
1.000 |
0.9971 |
|
0.618 |
0.9935 |
|
HIGH |
0.9877 |
|
0.618 |
0.9841 |
|
0.500 |
0.9830 |
|
0.382 |
0.9819 |
|
LOW |
0.9783 |
|
0.618 |
0.9725 |
|
1.000 |
0.9689 |
|
1.618 |
0.9631 |
|
2.618 |
0.9537 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9830 |
0.9845 |
| PP |
0.9826 |
0.9836 |
| S1 |
0.9823 |
0.9828 |
|